Introduction to statistical data analysis

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Introduction to statistical data analysis

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Problem statement.

Given several measurements of a single quantity, determine the average value of the measurements, the standard deviation of the measurements and the 95% confidence interval for the average.

the data

y = [8.1 8.0 8.1];

the average and standard deviation

ybar = mean(y)
s = std(y)
ybar =


s =


the confidence interval

This is a recipe for computing the confidence interval. The strategy is:
  1. compute the average
  2. Compute the standard deviation of your data
  3. Define the confidence interval, e.g. 95% = 0.95
  4. compute the student-t multiplier. This is a function of the confidence interval you specify, and the number of data points you have minus 1. You subtract 1 because one degree of freedom is lost from calculating the average.

The confidence interval is defined as ybar +- T_multiplier*std/sqrt(n).

the tinv command provides the T_multiplier

ci = 0.95;
alpha = 1 - ci;

n = length(y); %number of elements in the data vector
T_multiplier = tinv(1-alpha/2, n-1)
% the multiplier is large here because there is so little data. That means
% we do not have a lot of confidence on the true average or standard
% deviation
ci95 = T_multiplier*s/sqrt(n)

% confidence interval
sprintf('The confidence interval is %1.1f +- %1.1f',ybar,ci95)
[ybar - ci95, ybar + ci95]

% we can say with 95% confidence that the true mean lies between these two
% values.

% categories: Data analysis
T_multiplier =


ci95 =


ans =

The confidence interval is 8.1 +- 0.1

ans =

    7.9232    8.2101

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